#include "sierrachart.h" /*==========================================================================*/ void TradingTriggeredLimitOrderEntry_UpdateTriggerAndOrderPriceTextDisplay(SCStudyInterfaceRef sc) { SCSubgraphRef TextDisplay = sc.Subgraph[2]; SCInputRef TextHorizontalPosition = sc.Input[0]; SCInputRef TextVerticalPosition = sc.Input[1]; //Make sure the keys match with the primary function int& r_LineNumber = sc.GetPersistentInt(9); double& r_TriggerPrice = sc.GetPersistentDouble(9); s_UseTool Tool; Tool.Clear(); Tool.ChartNumber = sc.ChartNumber; Tool.DrawingType = DRAWING_TEXT; if (r_LineNumber != 0) Tool.LineNumber = r_LineNumber; Tool.BeginDateTime = TextHorizontalPosition.GetInt(); Tool.Region = sc.GraphRegion; Tool.BeginValue = static_cast(TextVerticalPosition.GetInt()); Tool.UseRelativeVerticalValues = true; Tool.Color = TextDisplay.PrimaryColor; Tool.FontBackColor = TextDisplay.SecondaryColor; Tool.FontBold = true; SCString Text; Text.Format("Limit Trigger: "); if (r_TriggerPrice != 0.0) { Text += sc.FormatGraphValue(r_TriggerPrice, sc.GetValueFormat()); } else { Text += "Not Set"; } Tool.Text = Text; Tool.FontSize = TextDisplay.LineWidth; Tool.AddMethod = UTAM_ADD_OR_ADJUST; Tool.ReverseTextColor = false; sc.UseTool(Tool); r_LineNumber = Tool.LineNumber; } /*==========================================================================*/ SCSFExport scsf_TradingTriggeredLimitOrderEntry(SCStudyInterfaceRef sc) { SCSubgraphRef Subgraph_TriggerLine = sc.Subgraph[0]; SCSubgraphRef Subgraph_OrderLine = sc.Subgraph[1]; SCSubgraphRef Subgraph_TextDisplay = sc.Subgraph[2]; SCInputRef Input_TextHorizontalPosition = sc.Input[0]; SCInputRef Input_TextVerticalPosition = sc.Input[1]; SCInputRef Input_NumberOfBarsBack = sc.Input[3]; SCInputRef Input_AutoSetLimitPrice = sc.Input[4]; SCInputRef Input_LimitPriceOffsetInTicks = sc.Input[5]; if (sc.SetDefaults) { sc.GraphName = "Trading: Triggered Limit Order Entry"; sc.StudyDescription = "This study provides an example of how to implement custom order management based on price action within Sierra Chart. The study uses the menu API to provide user interaction."; sc.AutoLoop = 0;//Manual looping sc.GraphRegion = 0; sc.ScaleRangeType= SCALE_SAMEASREGION; Subgraph_TextDisplay.Name = "Text Display"; Subgraph_TextDisplay.LineWidth = 12; Subgraph_TextDisplay.DrawStyle = DRAWSTYLE_CUSTOM_TEXT; Subgraph_TextDisplay.PrimaryColor = RGB(0, 0, 0); //black Subgraph_TextDisplay.SecondaryColor = RGB(128, 255, 255); Subgraph_TextDisplay.SecondaryColorUsed = true; Subgraph_TextDisplay.DisplayNameValueInWindowsFlags = 0; Input_TextHorizontalPosition.Name.Format("Text - Horizontal Position From Left (1-%d)", static_cast(CHART_DRAWING_MAX_HORIZONTAL_AXIS_RELATIVE_POSITION)); Input_TextHorizontalPosition.SetInt(20); Input_TextHorizontalPosition.SetIntLimits(1, static_cast(CHART_DRAWING_MAX_HORIZONTAL_AXIS_RELATIVE_POSITION)); Input_TextVerticalPosition.Name.Format("Text - Vertical Position From Bottom (1-%d)", static_cast(CHART_DRAWING_MAX_VERTICAL_AXIS_RELATIVE_POSITION)); Input_TextVerticalPosition.SetInt(90); Input_TextVerticalPosition.SetIntLimits(1, static_cast(CHART_DRAWING_MAX_VERTICAL_AXIS_RELATIVE_POSITION)); Input_NumberOfBarsBack.Name = "Number of Bars Back to Display"; Input_NumberOfBarsBack.SetInt(20); Input_AutoSetLimitPrice.Name = "Auto Set Limit Price"; Input_AutoSetLimitPrice.SetYesNo(true); Input_LimitPriceOffsetInTicks.Name = "Limit Price Offset In Ticks"; Input_LimitPriceOffsetInTicks.SetInt(4); Subgraph_OrderLine.Name = "Order Line"; Subgraph_OrderLine.PrimaryColor = COLOR_GREEN; Subgraph_OrderLine.LineLabel = LL_DISPLAY_VALUE | LL_VALUE_ALIGN_VALUES_SCALE | LL_VALUE_ALIGN_CENTER | LL_DISPLAY_NAME | LL_NAME_ALIGN_LEFT_EDGE | LL_NAME_ALIGN_CENTER; Subgraph_OrderLine.DrawZeros = false; Subgraph_TriggerLine.Name = "Trigger Line"; Subgraph_TriggerLine.PrimaryColor = COLOR_CYAN; Subgraph_TriggerLine.LineLabel = LL_DISPLAY_VALUE | LL_VALUE_ALIGN_VALUES_SCALE | LL_VALUE_ALIGN_CENTER | LL_DISPLAY_NAME | LL_NAME_ALIGN_LEFT_EDGE | LL_NAME_ALIGN_CENTER; Subgraph_TriggerLine.DrawZeros = false; sc.ReceivePointerEvents = ACS_RECEIVE_POINTER_EVENTS_ALWAYS; sc.AllowMultipleEntriesInSameDirection = 1; sc.AllowOppositeEntryWithOpposingPositionOrOrders = 1; sc.CancelAllOrdersOnEntriesAndReversals = 0; sc.AllowOnlyOneTradePerBar = 0; sc.SupportReversals = 0; sc.AllowEntryWithWorkingOrders = 1; sc.SupportAttachedOrdersForTrading = 0; sc.UseGUIAttachedOrderSetting = 1; sc.MaximumPositionAllowed = 100000000;//use a high-value to effectively not put any Position Quantity restrictions return; } int& r_SetTriggerPriceMenuID = sc.GetPersistentInt(1); int& r_SetSellOrderPriceMenuID = sc.GetPersistentInt(2); int& r_SetBuyOrderPriceMenuID = sc.GetPersistentInt(3); int& r_CancelOrderMenuID = sc.GetPersistentInt(4); int& r_OrderType = sc.GetPersistentInt(5); int& r_LastSubgraphUpdateIndex = sc.GetPersistentInt(6); int64_t& r_LastTimeAndSalesRecordSequence = sc.GetPersistentInt64(7); int& r_OrderModifyMode = sc.GetPersistentInt(8); int& r_LineNumber = sc.GetPersistentInt(9); double& r_TriggerPrice = sc.GetPersistentDouble(9); double& r_OrderPrice = sc.GetPersistentDouble(10); // Cleanup when study instance is removed if (sc.LastCallToFunction) { // Be sure to remove the menu commands when study is removed if (r_SetTriggerPriceMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_SetTriggerPriceMenuID); if (r_SetBuyOrderPriceMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_SetBuyOrderPriceMenuID); if (r_SetSellOrderPriceMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_SetSellOrderPriceMenuID); if (r_CancelOrderMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_CancelOrderMenuID); return; } sc.SendOrdersToTradeService = !sc.GlobalTradeSimulationIsOn; //Initialization if (sc.UpdateStartIndex == 0) { if (r_SetTriggerPriceMenuID == 0) r_SetTriggerPriceMenuID = sc.AddACSChartShortcutMenuItem(sc.ChartNumber, "Set Trigger Price"); r_LastTimeAndSalesRecordSequence = 0; r_LastSubgraphUpdateIndex = 0; TradingTriggeredLimitOrderEntry_UpdateTriggerAndOrderPriceTextDisplay(sc); } //Handle the Pointer events from the user if (sc.MenuEventID != 0) { if (!sc.ChartTradeModeEnabled) { sc.AddMessageToLog("Chart Trade Mode is not active. No action performed.", 1); return; } } // Handle the menu event for setting the trigger price if (sc.MenuEventID != 0 && sc.MenuEventID == r_SetTriggerPriceMenuID) { const double CurrentPrice = sc.GetLastPriceForTrading(); // Get price that the user selected. This is already rounded to the nearest price tick r_TriggerPrice = sc.ChartTradingOrderPrice; if (Input_AutoSetLimitPrice.GetYesNo()) { if (sc.ChartTradingOrderPrice >= CurrentPrice) // Buy { r_OrderPrice = sc.ChartTradingOrderPrice - Input_LimitPriceOffsetInTicks.GetInt() * sc.TickSize; r_OrderType = 1; Subgraph_OrderLine.Name = "Buy Limit"; } else // Sell { r_OrderPrice = sc.ChartTradingOrderPrice + Input_LimitPriceOffsetInTicks.GetInt() * sc.TickSize; r_OrderType = -1; Subgraph_OrderLine.Name = "Sell Limit"; } } else { // Add Sell/Buy Order Price menu items if (r_SetSellOrderPriceMenuID == 0) r_SetSellOrderPriceMenuID = sc.AddACSChartShortcutMenuItem(sc.ChartNumber, "Set Sell Order Price"); if (r_SetBuyOrderPriceMenuID == 0) r_SetBuyOrderPriceMenuID = sc.AddACSChartShortcutMenuItem(sc.ChartNumber, "Set Buy Order Price"); } if (r_CancelOrderMenuID == 0) r_CancelOrderMenuID = sc.AddACSChartShortcutMenuItem(sc.ChartNumber, "Cancel Triggered Limit Order"); r_LastTimeAndSalesRecordSequence = 0; } // handle set Sell order menu event if (sc.MenuEventID != 0 && sc.MenuEventID == r_SetSellOrderPriceMenuID) { //Get the order price double NewOrderPrice = sc.ChartTradingOrderPrice; // order price must be greater than trigger price for sell orders if (NewOrderPrice < r_TriggerPrice) sc.AddMessageToLog("Sell Order Price must be greater than the Trigger Price", 1); else { r_LastTimeAndSalesRecordSequence = 0; r_OrderPrice = NewOrderPrice; r_OrderType = -1; } } // handle set Buy order menu event if (sc.MenuEventID != 0 && sc.MenuEventID == r_SetBuyOrderPriceMenuID) { //Get the order price double NewOrderPrice = sc.ChartTradingOrderPrice; // order price must be less than trigger price for buy orders if (NewOrderPrice > r_TriggerPrice) sc.AddMessageToLog("Buy Order price must be less than the Trigger Price", 1); else { r_LastTimeAndSalesRecordSequence = 0; r_OrderPrice = NewOrderPrice; r_OrderType = 1; } } // handle cancel order menu event if (sc.MenuEventID != 0 && sc.MenuEventID == r_CancelOrderMenuID) { r_OrderType = 0; r_OrderPrice = 0.0; r_TriggerPrice= 0.0; r_LastTimeAndSalesRecordSequence = 0; sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_CancelOrderMenuID) ; r_CancelOrderMenuID = 0; if (r_SetBuyOrderPriceMenuID) { sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_SetBuyOrderPriceMenuID); r_SetBuyOrderPriceMenuID = 0; } if (r_SetSellOrderPriceMenuID) { sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_SetSellOrderPriceMenuID); r_SetSellOrderPriceMenuID = 0; } } //Handle order modifications if (r_OrderType != 0) { if (sc.PointerEventType == SC_POINTER_BUTTON_DOWN && r_TriggerPrice >= sc.ChartTradingOrderPrice - sc.TickSize && r_TriggerPrice <= sc.ChartTradingOrderPrice + sc.TickSize) r_OrderModifyMode = 1; else if (sc.PointerEventType == SC_POINTER_BUTTON_UP) r_OrderModifyMode = 0; if (r_OrderModifyMode == 1 && sc.PointerEventType == SC_POINTER_MOVE) { double TriggerPriceOrderPriceDifference = r_TriggerPrice - r_OrderPrice; r_TriggerPrice = sc.ChartTradingOrderPrice; r_OrderPrice = r_TriggerPrice - TriggerPriceOrderPriceDifference; TradingTriggeredLimitOrderEntry_UpdateTriggerAndOrderPriceTextDisplay(sc); } } if (sc.MenuEventID != 0) TradingTriggeredLimitOrderEntry_UpdateTriggerAndOrderPriceTextDisplay(sc); //Update the Subgraph lines int StartingOutputIndex = sc.ArraySize - Input_NumberOfBarsBack.GetInt(); for (int BarIndex = r_LastSubgraphUpdateIndex; BarIndex < StartingOutputIndex; BarIndex++) { Subgraph_TriggerLine[BarIndex] = 0.0f; Subgraph_OrderLine[BarIndex] = 0.0f; } r_LastSubgraphUpdateIndex = StartingOutputIndex; for (int BarIndex = StartingOutputIndex; BarIndex < sc.ArraySize; BarIndex++) { Subgraph_TriggerLine[BarIndex] = static_cast(r_TriggerPrice); Subgraph_OrderLine[BarIndex] = static_cast(r_OrderPrice); } //For safety we must never do any order management while historical data is being downloaded. if (sc.ChartIsDownloadingHistoricalData(sc.ChartNumber)) return; // If the order type is zero, there is nothing to do. Also do not do order evaluation when modifying the order. if (r_OrderType == 0 || r_OrderModifyMode != 0) return; //Iterate through new time and sales data c_SCTimeAndSalesArray TimeSalesArray; sc.GetTimeAndSales(TimeSalesArray); int StartingIndex = 0; if (TimeSalesArray.Size() == 0) return;//do nothing. if (r_LastTimeAndSalesRecordSequence == 0) { r_LastTimeAndSalesRecordSequence = TimeSalesArray[TimeSalesArray.Size()-1].Sequence; return; } bool PerformReset = false; for (int Index = StartingIndex; Index < TimeSalesArray.Size(); ++Index) { s_TimeAndSales Record = TimeSalesArray[Index]; Record *= sc.RealTimePriceMultiplier; //Do not process already processed sequence numbers. if (Record.Sequence <= r_LastTimeAndSalesRecordSequence) continue; r_LastTimeAndSalesRecordSequence = Record.Sequence; if (Record.Type != SC_TS_ASK && Record.Type != SC_TS_BID) continue; // check for sell order trigger conditions if (r_OrderType == -1 && sc.FormattedEvaluate(Record.Price, sc.BaseGraphValueFormat, LESS_EQUAL_OPERATOR, static_cast(r_TriggerPrice), sc.BaseGraphValueFormat)) { s_SCNewOrder Order; Order.Price1 = r_OrderPrice; Order.OrderType = SCT_ORDERTYPE_LIMIT; Order.OrderQuantity = sc.TradeWindowOrderQuantity; int Result = static_cast(sc.SellOrder(Order)); if (Result > 0) { } PerformReset = true; break; } // check for buy order trigger conditions if (r_OrderType == 1 && sc.FormattedEvaluate(Record.Price, sc.BaseGraphValueFormat, GREATER_EQUAL_OPERATOR, static_cast(r_TriggerPrice), sc.BaseGraphValueFormat)) { s_SCNewOrder Order; Order.Price1 = r_OrderPrice; Order.OrderType = SCT_ORDERTYPE_LIMIT; Order.OrderQuantity = sc.TradeWindowOrderQuantity; int Result = static_cast(sc.BuyOrder(Order)); if (Result > 0) { } PerformReset = true; break; } } if (PerformReset) { if(r_SetBuyOrderPriceMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_SetBuyOrderPriceMenuID); if(r_SetSellOrderPriceMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_SetSellOrderPriceMenuID); if(r_CancelOrderMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_CancelOrderMenuID); r_SetBuyOrderPriceMenuID = 0; r_SetSellOrderPriceMenuID = 0; r_CancelOrderMenuID = 0; r_OrderPrice = 0.0; r_TriggerPrice = 0.0; r_OrderType = 0; r_LastTimeAndSalesRecordSequence = 0; for (int ArrayIndex = r_LastSubgraphUpdateIndex; ArrayIndex < sc.ArraySize; ArrayIndex++) { Subgraph_TriggerLine[ArrayIndex] =0; Subgraph_OrderLine[ArrayIndex] = 0; } TradingTriggeredLimitOrderEntry_UpdateTriggerAndOrderPriceTextDisplay(sc); } } /*==========================================================================*/ SCSFExport scsf_TradingTriggeredMarketOrderForTradeSymbol(SCStudyInterfaceRef sc) { SCSubgraphRef Subgraph_TriggerLine = sc.Subgraph[0]; SCSubgraphRef Subgraph_TextDisplay = sc.Subgraph[1]; SCInputRef Input_TextHorizontalPosition = sc.Input[0]; SCInputRef Input_TextVerticalPosition = sc.Input[1]; SCInputRef Input_NumberOfBarsBack = sc.Input[2]; if (sc.SetDefaults) { sc.GraphName = "Trading: Triggered Market Order for Trade Symbol"; sc.AutoLoop = 0;//Manual looping sc.GraphRegion = 0; sc.ScaleRangeType = SCALE_SAMEASREGION; Subgraph_TextDisplay.Name = "Text Display"; Subgraph_TextDisplay.LineWidth = 12; Subgraph_TextDisplay.DrawStyle = DRAWSTYLE_CUSTOM_TEXT; Subgraph_TextDisplay.PrimaryColor = RGB(0, 0, 0); //black Subgraph_TextDisplay.SecondaryColor = RGB(128, 255, 255); Subgraph_TextDisplay.SecondaryColorUsed = true; Subgraph_TextDisplay.DisplayNameValueInWindowsFlags = 0; Input_TextHorizontalPosition.Name.Format("Text - Horizontal Position From Left (1-%d)", static_cast(CHART_DRAWING_MAX_HORIZONTAL_AXIS_RELATIVE_POSITION)); Input_TextHorizontalPosition.SetInt(20); Input_TextHorizontalPosition.SetIntLimits(1, static_cast(CHART_DRAWING_MAX_HORIZONTAL_AXIS_RELATIVE_POSITION)); Input_TextVerticalPosition.Name.Format("Text - Vertical Position From Bottom (1-%d)", static_cast(CHART_DRAWING_MAX_VERTICAL_AXIS_RELATIVE_POSITION)); Input_TextVerticalPosition.SetInt(90); Input_TextVerticalPosition.SetIntLimits(1, static_cast(CHART_DRAWING_MAX_VERTICAL_AXIS_RELATIVE_POSITION)); Input_NumberOfBarsBack.Name = "Number of Bars Back to Display"; Input_NumberOfBarsBack.SetInt(20); Subgraph_TriggerLine.Name = "Trigger Line"; Subgraph_TriggerLine.PrimaryColor = COLOR_CYAN; Subgraph_TriggerLine.LineLabel = LL_DISPLAY_VALUE | LL_VALUE_ALIGN_VALUES_SCALE | LL_VALUE_ALIGN_CENTER | LL_DISPLAY_NAME | LL_NAME_ALIGN_LEFT_EDGE | LL_NAME_ALIGN_CENTER; Subgraph_TriggerLine.DrawZeros = false; sc.ReceivePointerEvents = ACS_RECEIVE_POINTER_EVENTS_ALWAYS; sc.AllowMultipleEntriesInSameDirection = 1; sc.AllowOppositeEntryWithOpposingPositionOrOrders = 1; sc.CancelAllOrdersOnEntriesAndReversals = 0; sc.AllowOnlyOneTradePerBar = 0; sc.SupportReversals = 0; sc.AllowEntryWithWorkingOrders = 1; sc.SupportAttachedOrdersForTrading = 0; sc.UseGUIAttachedOrderSetting = 1; sc.MaximumPositionAllowed = 100000000;//use a high-value to effectively not put any Position Quantity restrictions return; } int& r_SetBuyOrderTriggerMenuID = sc.GetPersistentInt(1); int& r_SetSellOrderTriggerMenuID = sc.GetPersistentInt(2); int& r_CancelOrderMenuID = sc.GetPersistentInt(3); int& r_OrderType = sc.GetPersistentInt(4); int& r_LastSubgraphUpdateIndex = sc.GetPersistentInt(5); int64_t& r_LastTimeAndSalesRecordSequence = sc.GetPersistentInt64(6); int& r_OrderModifyMode = sc.GetPersistentInt(7); int& r_LineNumber = sc.GetPersistentInt(8); double& r_TriggerPrice = sc.GetPersistentDouble(9); // Cleanup when study instance is removed if (sc.LastCallToFunction) { // Be sure to remove the menu commands when study is removed if (r_SetBuyOrderTriggerMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_SetBuyOrderTriggerMenuID); if (r_SetSellOrderTriggerMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_SetSellOrderTriggerMenuID); if (r_CancelOrderMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_CancelOrderMenuID); return; } sc.SendOrdersToTradeService = !sc.GlobalTradeSimulationIsOn; //Initialization if (sc.UpdateStartIndex == 0) { // Add Sell/Buy Order Price menu items if (r_SetSellOrderTriggerMenuID == 0) r_SetSellOrderTriggerMenuID = sc.AddACSChartShortcutMenuItem(sc.ChartNumber, "Set Sell Order Trigger"); if (r_SetBuyOrderTriggerMenuID == 0) r_SetBuyOrderTriggerMenuID = sc.AddACSChartShortcutMenuItem(sc.ChartNumber, "Set Buy Order Trigger"); r_LastTimeAndSalesRecordSequence = 0; r_LastSubgraphUpdateIndex = 0; } //Handle the Pointer events from the user if (sc.MenuEventID != 0) { if (!sc.ChartTradeModeEnabled) { sc.AddMessageToLog("Chart Trade Mode is not active. No action performed.", 1); return; } } // handle set Sell order menu event if (sc.MenuEventID != 0 && sc.MenuEventID == r_SetSellOrderTriggerMenuID) { //Get the order price r_TriggerPrice = sc.ChartTradingOrderPrice; r_LastTimeAndSalesRecordSequence = 0; r_OrderType = -1; if (r_CancelOrderMenuID == 0) r_CancelOrderMenuID = sc.AddACSChartShortcutMenuItem(sc.ChartNumber, "Cancel Trigger"); } // handle set Buy order menu event if (sc.MenuEventID != 0 && sc.MenuEventID == r_SetBuyOrderTriggerMenuID) { //Get the order price r_TriggerPrice = sc.ChartTradingOrderPrice; r_LastTimeAndSalesRecordSequence = 0; r_OrderType = 1; if (r_CancelOrderMenuID == 0) r_CancelOrderMenuID = sc.AddACSChartShortcutMenuItem(sc.ChartNumber, "Cancel Trigger"); } // handle cancel order menu event if (sc.MenuEventID != 0 && sc.MenuEventID == r_CancelOrderMenuID) { r_OrderType = 0; r_TriggerPrice = 0.0; r_LastTimeAndSalesRecordSequence = 0; sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_CancelOrderMenuID); r_CancelOrderMenuID = 0; } //Handle order modifications if (r_OrderType != 0) { if (sc.PointerEventType == SC_POINTER_BUTTON_DOWN && r_TriggerPrice >= sc.ChartTradingOrderPrice - sc.TickSize && r_TriggerPrice <= sc.ChartTradingOrderPrice + sc.TickSize) r_OrderModifyMode = 1; else if (sc.PointerEventType == SC_POINTER_BUTTON_UP) r_OrderModifyMode = 0; if (r_OrderModifyMode == 1 && sc.PointerEventType == SC_POINTER_MOVE) { r_TriggerPrice = sc.ChartTradingOrderPrice; } } //Update the Subgraph lines int StartingOutputIndex = sc.ArraySize - Input_NumberOfBarsBack.GetInt(); for (int BarIndex = r_LastSubgraphUpdateIndex; BarIndex < StartingOutputIndex; BarIndex++) { Subgraph_TriggerLine[BarIndex] = 0.0f; } r_LastSubgraphUpdateIndex = StartingOutputIndex; for (int BarIndex = StartingOutputIndex; BarIndex < sc.ArraySize; BarIndex++) { Subgraph_TriggerLine[BarIndex] = static_cast(r_TriggerPrice); } //For safety we must never do any order management while historical data is being downloaded. if (sc.ChartIsDownloadingHistoricalData(sc.ChartNumber)) return; // If the order type is zero, there is nothing to do. Also do not to order evaluation when modifying the order. if (r_OrderType == 0 || r_OrderModifyMode != 0) return; //Iterate through new time and sales data c_SCTimeAndSalesArray TimeSalesArray; sc.GetTimeAndSales(TimeSalesArray); int StartingIndex = 0; if (TimeSalesArray.Size() == 0) return;//do nothing. if (r_LastTimeAndSalesRecordSequence == 0) { r_LastTimeAndSalesRecordSequence = TimeSalesArray[TimeSalesArray.Size() - 1].Sequence; return; } bool PerformReset = false; for (int Index = StartingIndex; Index < TimeSalesArray.Size(); ++Index) { s_TimeAndSales Record = TimeSalesArray[Index]; Record *= sc.RealTimePriceMultiplier; //Do not process already processed sequence numbers. if (Record.Sequence <= r_LastTimeAndSalesRecordSequence) continue; r_LastTimeAndSalesRecordSequence = Record.Sequence; if (Record.Type != SC_TS_ASK && Record.Type != SC_TS_BID) continue; // check for sell order trigger conditions if (r_OrderType == -1 && sc.FormattedEvaluate(Record.Price, sc.BaseGraphValueFormat, GREATER_EQUAL_OPERATOR, static_cast(r_TriggerPrice), sc.BaseGraphValueFormat)) { s_SCNewOrder Order; Order.OrderType = SCT_ORDERTYPE_MARKET; Order.OrderQuantity = sc.TradeWindowOrderQuantity; int Result = static_cast(sc.SellOrder(Order)); if (Result > 0) { } PerformReset = true; break; } // check for buy order trigger conditions if (r_OrderType == 1 && sc.FormattedEvaluate(Record.Price, sc.BaseGraphValueFormat, LESS_EQUAL_OPERATOR, static_cast(r_TriggerPrice), sc.BaseGraphValueFormat)) { s_SCNewOrder Order; Order.OrderType = SCT_ORDERTYPE_MARKET; Order.OrderQuantity = sc.TradeWindowOrderQuantity; int Result = static_cast(sc.BuyOrder(Order)); if (Result > 0) { } PerformReset = true; break; } } if (PerformReset) { if (r_CancelOrderMenuID != 0) sc.RemoveACSChartShortcutMenuItem(sc.ChartNumber, r_CancelOrderMenuID); r_CancelOrderMenuID = 0; r_TriggerPrice = 0.0; r_OrderType = 0; r_LastTimeAndSalesRecordSequence = 0; for (int ArrayIndex = r_LastSubgraphUpdateIndex; ArrayIndex < sc.ArraySize; ArrayIndex++) { Subgraph_TriggerLine[ArrayIndex] = 0; } } } /*==========================================================================*/